I am trying to determine if there is possibility unmeasured bias in my model. I have a continuous dep variable and binary ind variable which is TREATED (0/1). I want to determine if I have unmeasured bias. I don't have proc qlim so I need to create an inverse Mills ratio and run it through a GLM. I first create a PROBIT model and output the estimated probabilities (prob) of being treated. Next, I calculate the Inverse Mills Ratio: IMR = pdf('NORMAL', prob ) / cdf('NORMAL', prob ); /*inverse mills ratio*/ Then run my GLM: proc glm data = weighted_PS; class RHS; model LHS = RHS IMR/ ss3 solution; weight weights; run; Is this correct?
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